I've got a physics degree and am a staunch atheist, but I did once see something that I was unable to explain. More a kind of gaseous cloud that came from under a door (nothing odd there) but then retreated back the same way. It was when I was staying in an old country house, and when I spoke to the staff they said other people had reported similar sightings. I'm not saying it was a ghost, but it wasn't 'right' if you know what I mean.
On a side point; if anyone ever watches that Yvette Fielding bullshit,although filmed on location, its produced in Houldsworth Mill, Reddish, with extra 'spooky' scences added in from vacant floors/stairwells in the mill. Allegedly, of course.